For almost 10 years I have been interested in producing an online “schaum’s guide” for stochastic calculus. I envisioned a number of detailed problems  which would lead people through learning stochastic calculus when coupled with short intro text.

Because of this interest, I have periodically explored technologies for  creating an online mathematics text book. After playing around with a number of systems and always concluded that the technology was not yet mature, I recently came to the conclusion that  I was tired of waiting and that things were “good enough”.

I discovered that WordPress was fairly easy to use (thought esthetically not completely satisfactory) and that it was possible to install MathJax as a plugin. (My then postdoc Scott Mckinley was using it to post mathematical discussions and commentaries on a personal blog. )  I was  exploring various hosting options when Duke announced that it was starting a WordPress site for Faculty/Staff to use. I immediately started pressing Duke to add the MathJax plugin. (Shockingly ) It took some convincing, some help form Dr. Yu, and 6 months to get the plugin installed.

Once MathJax was installed, I launched the “Probability Workbook“. Since I was teaching “Introduction to  Probability (Math 230)” that semester I decided to  begin with a collections of problems for basic probability.  Sayan Mukherjee was also teaching Math 230 and I recruited him to join my effort. We both used the site to assign our weekly problems sets. Initially many of the problems were taken from various books (with citation). Overtime we have added our own questions and expect that to grow the repository.  I have also invited a number of other probabilist to add to the problem archive.

This spring I hope to return to my original motivation and create a problem of pool for introductory stochastic calculus.